Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting
We consider the problem of sampling from a high-dimensional target distribution πβ on Rd with density proportional to θ↦e−βU(θ) using explicit numerical schemes based on discretising the Langevin stochastic differential equation (SDE). In recent literature, taming has been proposed and studied as a...
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| Main Authors: | , , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
2025
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| 在線閱讀: | https://hdl.handle.net/10356/182195 |
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| 機構: | Nanyang Technological University |
| 語言: | English |